Publication detail

Panel quantile regressions for estimating and predicting the value--at--risk of commodities

Author(s): doc. PhDr. Jozef Baruník Ph.D.,
PhDr. František Čech Ph.D.,
Type: Articles in journals with impact factor
Year: 2019
Number: 0
ISSN / ISBN:
Published in: Journal of Futures Markets, 39(9), pp. 1167–1189.
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Keywords:
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Suggested Citation:
Abstract:

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